+102.2%
TXN vs OUST
-62.4%
+164.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.6% |
| 7D | -0.1% | +5.2% | -5.3% | -0.6% |
| 30D | -6.9% | -19.3% | +12.3% | -5.0% |
| 3M | -14.9% | -22.6% | +7.7% | -14.0% |
| 6M | +29.0% | +62.8% | -33.8% | +20.1% |
| YTD | +51.5% | +68.3% | -16.9% | +39.8% |
| 1Y | +41.6% | +28.5% | +13.0% | +32.2% |
| 3Y | +65.8% | +554.0% | -488.2% | +20.9% |
| 5Y | +56.8% | -56.2% | +113.0% | +34.9% |
| All | +102.2% | -62.4% | +164.6% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling